With dual boot, the mac is a PC -- and one that doesn't come preloaded with a ton of crapware. It also has a better screen and better battery life than pretty much any other laptop on the market. But yeah, go dual boot if you want to use it as a gaming machine. Or try to get into OnLive (I have, and it's pretty awesome).
Membership is actually free for the first year. If you're one of the "founding members" you should have received a code for a free game (I picked up Borderlands). But yeah, I've been taking advantage of their 30 minute demos to check out a bunch of games. You can also rent games over the weekend. The selection is small right now, but it's supposed to grow pretty fast. [Sorry to go off topic.]
I am using bootcamp right now, it was mostly painless to install and I have not had any problems with it. That being said after the initial over use of windows to play games and use programs I had for PC I have come back to almost exclusive use of OSX again.
If you install windows through bootcamp and then install parallel on your OSX install, parallel can use your bootcamp install for a virtual machine. but if you need to have all the resources for windows you can just run windows in bootcamp. best of both worlds.
lolz at the first comment. Buy a PC and i'll be happy? No, just no. I'm going to probably dual boot because I'm thinking running windows natively might be a bit less of a workload for my mac, and yeah, that does change the mac into a pc. I'll be avoiding doing so until i absolutely have to. I love OS X. On a side note... I use steam to game. I have portal and half life two. I didn't buy my mac to game, but I'll check into onlive. One of my favorite non game things on my mac is logic express. Gotta love ultra beat.